+441.2%
CAH vs EQH
+234.7%
+206.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | +0.2% | +2.8% | -2.7% | -0.7% |
| 3M | +6.3% | +23.1% | -16.8% | -0.1% |
| 6M | +9.4% | +41.4% | -32.0% | -1.6% |
| YTD | +15.0% | +14.3% | +0.7% | +9.4% |
| 1Y | +55.4% | +1.6% | +53.8% | +52.6% |
| 3Y | +173.8% | +102.7% | +71.1% | +109.0% |
| 5Y | +395.2% | +104.5% | +290.7% | +265.7% |
| All | +441.2% | +234.7% | +206.5% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling